An alternative semiparametric model for spatial panel data

DOI10.1007/s10260-019-00492-8zbMath1458.62287OpenAlexW2979132527MaRDI QIDQ73641

Roberto Basile, Maria Durban, Roman Minguez, Román Mínguez, María Durbán

Publication date: 1 October 2019

Published in: Statistical Methods & Applications, Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-019-00492-8

zbMATH Keywords

mixed modelsP-splinesspatial panelPS-ANOVAspatio-temporal trend

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

pspatreg ⋮ Automatic search intervals for the smoothing parameter in penalized splines

Uses Software

• gss
• Arc_Mat
• spatial panels

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm
• Estimation of spatial autoregressive panel data models with fixed effects
• Efficient two-dimensional smoothing with \(P\)-spline ANOVA mixed models and nested bases
• Sieve estimation of panel data models with cross section dependence
• Large panels with common factors and spatial correlation
• Panels with non-stationary multifactor error structures
• Fast and compact smoothing on large multidimensional grids
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Modeling regional economic dynamics: spatial dependence, spatial heterogeneity and nonlinearities
• Penalized regression with individual deviance effects
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
• Weak and strong cross‐section dependence and estimation of large panels
• Asymptotic properties of penalized spline estimators
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Flexible smoothing with P-splines: a unified approach
• ON CONFIDENCE INTERVALS FOR GENERALIZED ADDITIVE MODELS BASED ON PENALIZED REGRESSION SPLINES
• Package for Calculating with B-Splines
• Inference in Generalized Additive Mixed Models by Using Smoothing Splines
• P-spline ANOVA-type interaction models for spatio-temporal smoothing
• Recovery of inter-block information when block sizes are unequal
• Testing Weak Cross-Sectional Dependence in Large Panels
• Spatial Econometrics